Trading Metrics calculated at close of trading on 06-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2000 |
06-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
4,085.89 |
3,978.23 |
-107.66 |
-2.6% |
3,955.54 |
High |
4,085.89 |
3,983.74 |
-102.15 |
-2.5% |
4,147.19 |
Low |
3,986.28 |
3,837.33 |
-148.95 |
-3.7% |
3,921.49 |
Close |
3,987.03 |
3,837.62 |
-149.41 |
-3.7% |
4,099.30 |
Range |
99.61 |
146.41 |
46.80 |
47.0% |
225.70 |
ATR |
100.19 |
103.73 |
3.54 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,325.46 |
4,227.95 |
3,918.15 |
|
R3 |
4,179.05 |
4,081.54 |
3,877.88 |
|
R2 |
4,032.64 |
4,032.64 |
3,864.46 |
|
R1 |
3,935.13 |
3,935.13 |
3,851.04 |
3,910.68 |
PP |
3,886.23 |
3,886.23 |
3,886.23 |
3,874.01 |
S1 |
3,788.72 |
3,788.72 |
3,824.20 |
3,764.27 |
S2 |
3,739.82 |
3,739.82 |
3,810.78 |
|
S3 |
3,593.41 |
3,642.31 |
3,797.36 |
|
S4 |
3,447.00 |
3,495.90 |
3,757.09 |
|
|
Weekly Pivots for week ending 01-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,733.09 |
4,641.90 |
4,223.44 |
|
R3 |
4,507.39 |
4,416.20 |
4,161.37 |
|
R2 |
4,281.69 |
4,281.69 |
4,140.68 |
|
R1 |
4,190.50 |
4,190.50 |
4,119.99 |
4,236.10 |
PP |
4,055.99 |
4,055.99 |
4,055.99 |
4,078.79 |
S1 |
3,964.80 |
3,964.80 |
4,078.61 |
4,010.40 |
S2 |
3,830.29 |
3,830.29 |
4,057.92 |
|
S3 |
3,604.59 |
3,739.10 |
4,037.23 |
|
S4 |
3,378.89 |
3,513.40 |
3,975.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,147.19 |
3,837.33 |
309.86 |
8.1% |
101.53 |
2.6% |
0% |
False |
True |
|
10 |
4,147.19 |
3,760.12 |
387.07 |
10.1% |
89.49 |
2.3% |
20% |
False |
False |
|
20 |
4,147.19 |
3,521.53 |
625.66 |
16.3% |
91.04 |
2.4% |
51% |
False |
False |
|
40 |
4,147.19 |
3,341.83 |
805.36 |
21.0% |
112.48 |
2.9% |
62% |
False |
False |
|
60 |
4,147.19 |
3,341.83 |
805.36 |
21.0% |
116.36 |
3.0% |
62% |
False |
False |
|
80 |
4,147.19 |
2,897.27 |
1,249.92 |
32.6% |
131.79 |
3.4% |
75% |
False |
False |
|
100 |
4,147.19 |
2,897.27 |
1,249.92 |
32.6% |
145.58 |
3.8% |
75% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
50.0% |
161.78 |
4.2% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,605.98 |
2.618 |
4,367.04 |
1.618 |
4,220.63 |
1.000 |
4,130.15 |
0.618 |
4,074.22 |
HIGH |
3,983.74 |
0.618 |
3,927.81 |
0.500 |
3,910.54 |
0.382 |
3,893.26 |
LOW |
3,837.33 |
0.618 |
3,746.85 |
1.000 |
3,690.92 |
1.618 |
3,600.44 |
2.618 |
3,454.03 |
4.250 |
3,215.09 |
|
|
Fisher Pivots for day following 06-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
3,910.54 |
3,992.26 |
PP |
3,886.23 |
3,940.71 |
S1 |
3,861.93 |
3,889.17 |
|